+87.1%
DOCN vs PFG
+139.8%
-52.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.1% |
| 7D | -12.1% | +3.0% | -15.1% | -13.9% |
| 30D | -41.0% | +8.2% | -49.2% | -44.4% |
| 3M | -38.7% | +2.7% | -41.4% | -40.4% |
| 6M | -51.5% | +17.2% | -68.7% | -58.4% |
| YTD | +65.3% | +34.8% | +30.5% | +25.0% |
| 1Y | +53.9% | +43.6% | +10.3% | +10.0% |
| 3Y | +215.6% | +85.4% | +130.1% | +86.0% |
| 5Y | -26.2% | +102.2% | -128.3% | -58.3% |
| All | +87.1% | +139.8% | -52.7% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling